Shape/Selection

Hello,
I would like to know if it's possible to create a shape directly from a selection please? For exemple I have made a rectangle selection somewhere on my layer and I would like to create a rectangle shape directly on that without having to do it approximately by zooming in.
Thanks!

Absolutely. Just draw a selection, go to the Paths palette and click the Make Work Path from Selection button at the bottom (fourth from the left, looks like a circle with 4 small squares). That will create a new path the exact size and shape of your marquee selection.

Thank you Jeff but that isn't exactly what I want to do :
If I do that I'll have the size and shape of my selection but I will still have to place it where I want on my layer and it won't be exactly like my selection (unless I'm very very precise).
What I mean is, for example in After Effects, when you double click on the rectangle selection tool, it fills up the whole comp size.. I'm not sure I'm very clear but basically if there's a feature like that when you double click or right click and "Rectangle from selection" or something?

Well for example I have this selection :
And if I make a work path from selection I'll have the "brush" for this exact rectangle but I will have to place it exactly where the selection is.. Am I making myself clear?..

Still not sure where the positioning problem is coming in. I made a marquee selection around your middle box (left image), clicked "make work path from selection" (middle image), and received a vector path the exact size and position as the selection (right image). Unless I misunderstood and that's not what you're after?